+358.4%
AVAV vs BURL
+252.7%
+105.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.6% | +12.1% | +10.8% |
| 7D | -10.6% | +4.1% | -14.7% | -11.6% |
| 30D | -18.8% | -9.5% | -9.3% | -17.1% |
| 3M | -34.1% | -33.5% | -0.6% | -28.1% |
| 6M | -35.3% | -22.1% | -13.2% | -32.6% |
| YTD | -53.4% | -14.6% | -38.8% | -52.6% |
| 1Y | -65.6% | -8.4% | -57.3% | -65.8% |
| 3Y | -5.1% | +86.6% | -91.6% | -22.9% |
| 5Y | +18.5% | -17.2% | +35.7% | +12.4% |
| All | +358.4% | +252.7% | +105.7% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling